Block triangular preconditioners for -matrices and Markov chains.
Bottlenecks in serial production lines: A system-theoretic approach.
Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes
In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore, we characterize...
Boundary conditions for one-dimensional biharmonic pseudo process.
Boundary potential theory for stable Lévy processes
We investigate properties of harmonic functions of the symmetric stable Lévy process on without the assumption that the process is rotation invariant. Our main goal is to prove the boundary Harnack principle for Lipschitz domains. To this end we improve the estimates for the Poisson kernel obtained in a previous work. We also investigate properties of harmonic functions of Feynman-Kac semigroups based on the stable process. In particular, we prove the continuity and the Harnack inequality for...
Boundary processes : the calculus of processes diffusing on the boundary
Bounded Laws of the Iterated Logarithm for Quadratic Forms in Gaussian Random Variables.
Boundedness of one-dimensional branching Markov processes.
Boundedness of oriented walks generated by substitutions
Let be a fixed point of a substitution on the alphabet and let and . We give a complete classification of the substitutions according to whether the sequence of matrices is bounded or unbounded. This corresponds to the boundedness or unboundedness of the oriented walks generated by the substitutions.
Bounding fastest mixing.
Bounds for disconnection exponents.
Bounds for the range of American contingent claim prices in the jump-diffusion model
The problem of valuation of American contingent claims for a jump-diffusion market model is considered. Financial assets are described by stochastic differential equations driven by Gaussian and Poisson random measures. In such setting the money market is incomplete, thus contingent claim prices are not uniquely defined. For different equivalent martingale measures different arbitrage free prices can be derived. The problem is to find exact bounds for the set of all possible prices obtained in this...
Bounds on regeneration times and limit theorems for subgeometric Markov chains
This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof....
Branching brownian motion with an inhomogeneous breeding potential
This article concerns branching brownian motion (BBM) with dyadic branching at rate β|y|p for a particle with spatial position y∈ℝ, where β>0. It is known that for p>2 the number of particles blows up almost surely in finite time, while for p=2 the expected number of particles alive blows up in finite time, although the number of particles alive remains finite almost surely, for all time. We define the right-most particle, Rt, to be the supremum of the spatial positions of the particles...
Branching diffusions, superdiffusions and random media.
Branching process associated with 2d-Navier Stokes equation.
Ω being a bounded open set in R∙, with regular boundary, we associate with Navier-Stokes equation in Ω where the velocity is null on ∂Ω, a non-linear branching process (Yt, t ≥ 0). More precisely: Eω0(〈h,Yt〉) = 〈ω,h〉, for any test function h, where ω = rot u, u denotes the velocity solution of Navier-Stokes equation. The support of the random measure Yt increases or decreases in one unit when the underlying process hits ∂Ω; this stochastic phenomenon corresponds to the creation-annihilation of vortex...
Branching processes, and random-cluster measures on trees
Random-cluster measures on infinite regular trees are studied in conjunction with a general type of ‘boundary condition’, namely an equivalence relation on the set of infinite paths of the tree. The uniqueness and non-uniqueness of random-cluster measures are explored for certain classes of equivalence relations. In proving uniqueness, the following problem concerning branching processes is encountered and answered. Consider bond percolation on the family-tree of a branching process. What is the...
Branching processes: genealogy and evolution.
Branching processes, random trees and superprocesses.
Branching processes, the Ray-Knight theorem, and sticky brownian motion